| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
2,760.25 |
2,759.75 |
-0.50 |
0.0% |
2,771.50 |
| High |
2,767.25 |
2,770.00 |
2.75 |
0.1% |
2,775.00 |
| Low |
2,750.00 |
2,748.75 |
-1.25 |
0.0% |
2,748.75 |
| Close |
2,760.75 |
2,754.75 |
-6.00 |
-0.2% |
2,754.75 |
| Range |
17.25 |
21.25 |
4.00 |
23.2% |
26.25 |
| ATR |
24.46 |
24.23 |
-0.23 |
-0.9% |
0.00 |
| Volume |
621 |
36 |
-585 |
-94.2% |
1,994 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,821.50 |
2,809.50 |
2,766.50 |
|
| R3 |
2,800.25 |
2,788.25 |
2,760.50 |
|
| R2 |
2,779.00 |
2,779.00 |
2,758.75 |
|
| R1 |
2,767.00 |
2,767.00 |
2,756.75 |
2,762.50 |
| PP |
2,757.75 |
2,757.75 |
2,757.75 |
2,755.50 |
| S1 |
2,745.75 |
2,745.75 |
2,752.75 |
2,741.00 |
| S2 |
2,736.50 |
2,736.50 |
2,750.75 |
|
| S3 |
2,715.25 |
2,724.50 |
2,749.00 |
|
| S4 |
2,694.00 |
2,703.25 |
2,743.00 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,838.25 |
2,822.75 |
2,769.25 |
|
| R3 |
2,812.00 |
2,796.50 |
2,762.00 |
|
| R2 |
2,785.75 |
2,785.75 |
2,759.50 |
|
| R1 |
2,770.25 |
2,770.25 |
2,757.25 |
2,765.00 |
| PP |
2,759.50 |
2,759.50 |
2,759.50 |
2,756.75 |
| S1 |
2,744.00 |
2,744.00 |
2,752.25 |
2,738.50 |
| S2 |
2,733.25 |
2,733.25 |
2,750.00 |
|
| S3 |
2,707.00 |
2,717.75 |
2,747.50 |
|
| S4 |
2,680.75 |
2,691.50 |
2,740.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,775.00 |
2,748.75 |
26.25 |
1.0% |
16.25 |
0.6% |
23% |
False |
True |
398 |
| 10 |
2,775.00 |
2,704.75 |
70.25 |
2.6% |
25.25 |
0.9% |
71% |
False |
False |
272 |
| 20 |
2,775.00 |
2,704.75 |
70.25 |
2.6% |
23.00 |
0.8% |
71% |
False |
False |
143 |
| 40 |
2,775.00 |
2,569.50 |
205.50 |
7.5% |
22.50 |
0.8% |
90% |
False |
False |
91 |
| 60 |
2,775.00 |
2,569.50 |
205.50 |
7.5% |
15.25 |
0.6% |
90% |
False |
False |
61 |
| 80 |
2,775.00 |
2,502.00 |
273.00 |
9.9% |
11.75 |
0.4% |
93% |
False |
False |
46 |
| 100 |
2,809.50 |
2,502.00 |
307.50 |
11.2% |
9.75 |
0.4% |
82% |
False |
False |
37 |
| 120 |
2,842.50 |
2,502.00 |
340.50 |
12.4% |
8.50 |
0.3% |
74% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,860.25 |
|
2.618 |
2,825.75 |
|
1.618 |
2,804.50 |
|
1.000 |
2,791.25 |
|
0.618 |
2,783.25 |
|
HIGH |
2,770.00 |
|
0.618 |
2,762.00 |
|
0.500 |
2,759.50 |
|
0.382 |
2,756.75 |
|
LOW |
2,748.75 |
|
0.618 |
2,735.50 |
|
1.000 |
2,727.50 |
|
1.618 |
2,714.25 |
|
2.618 |
2,693.00 |
|
4.250 |
2,658.50 |
|
|